Warcraft 3: Reign of Chaos (and it's expansion, The Frozen Throne).

The level of storytelling for a strategy game's campaign completely blew me away at the time. The "good"-coded guys are haughty and rigid, the "bad"-coded guys are (mostly) just trying to get by in a world that rejects them at every turn, not to mention you play as the lovable young protégé and prodigy that slowly casts aside his humanity until he becomes a "big bad" for everyone else. The campaign has world-altering events take place, and you actually get to see the world altered after the fact.